Variance-gamma distribution

<h2 id="notes">Notes</h2>

<h2 id="references">References</h2>

<ol>
<li id="fn:1"><p>Kotz, S.; et al. (2001). The Laplace Distribution and Generalizations. Birkhäuser. p. 180. ISBN 0-8176-4166-1. <a href="0-8176-4166-1" target="_blank">0-8176-4166-1</a> <a href="#fnref:1" class="footnote-back-ref">↩</a></p></li>
<li id="fn:2"><p>Kotz, S.; et al. (2001). The Laplace Distribution and Generalizations. Birkhäuser. p. 180. ISBN 0-8176-4166-1. <a href="0-8176-4166-1" target="_blank">0-8176-4166-1</a> <a href="#fnref:2" class="footnote-back-ref">↩</a></p></li>
<li id="fn:3"><p>D.B. Madan and E. Seneta (1990): The variance gamma (V.G.) model for share market returns, Journal of Business, 63, pp. 511–524. <a href="/wiki/Eugene_Seneta" target="_blank">/wiki/Eugene_Seneta</a> <a href="#fnref:3" class="footnote-back-ref">↩</a></p></li>
<li id="fn:4"><p>Meyers, Robert A. (2010). Complex Systems in Finance and Econometrics. Springer. p. 326. ISBN 9781441977007. <a href="9781441977007" target="_blank">9781441977007</a> <a href="#fnref:4" class="footnote-back-ref">↩</a></p></li>
<li id="fn:5"><p>Nestler, Scott; Hall, Andrew (October 4, 2019). "The variance gamma distribution". The Royal Statistical Society. 16 (5): 10–11. doi:10.1111/j.1740-9713.2019.01314.x. <a href="https://doi.org/10.1111%2Fj.1740-9713.2019.01314.x" target="_blank">https://doi.org/10.1111%2Fj.1740-9713.2019.01314.x</a> <a href="#fnref:5" class="footnote-back-ref">↩</a></p></li>
</ol>

Variance-gamma distribution open-in-new

Variance-gamma distribution